On the confusion matrix in credit scoring and its analytical properties

DOI10.1080/03610926.2019.1568485OpenAlexW2913969657MaRDI QIDQ5077409

Guoping Zeng

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1568485

zbMATH Keywords

sensitivityspecificityROCconfusion matrixfalse negativefalse positiveKStrue negativetrue positive

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

• A unified definition of mutual information with applications in machine learning
• Metric divergence measures and information value in credit scoring
• A comparison study of computational methods of Kolmogorov–Smirnov statistic in credit scoring
• Credit Scoring and Its Applications
• Invariant properties of logistic regression model in credit scoring under monotonic transformations
• On the existence of maximum likelihood estimates for weighted logistic regression
• On the three-way equivalence of AUC in credit scoring with tied scores

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